Open-Source Acceleration

Supercharge QuantLib and ORE by 6-100x

Community-validated models with proprietary-grade performance. Automatic AAD for all calculations. No vendor licensing fees.

Best of Both Worlds

QuantLib and ORE provide battle-tested, community-validated models. AADC provides the performance acceleration that makes them production-ready. Together, you get vendor-class capabilities without vendor lock-in or licensing fees.

Common Frustrations

Sound familiar? These open-source challenges slow teams down

QuantLib/ORE too slow for production workloads?
Need AAD but can't implement it manually for all models?
Vendor licensing fees eating your budget?
Want community validation without performance trade-offs?
Greeks taking too long to compute?
Need proven models for regulatory compliance?
Calibration or Monte Carlo runs too slow for daily use?
Limited multithreading in standard builds?

The AADC Solution

Integrate MatLogica AADC with open-source frameworks like QuantLib and ORE to get community validation plus proprietary-level performanceautomatic AAD, multithreading, and vectorization included. Outperform standard builds by orders of magnitude while preserving regulatory-compliant, peer-reviewed code.

150x Faster QuantLib/ORE
Production-grade performance from community code
Automatic AAD for All Models
Complete Greeks without manual implementation
Real-Time Greeks
Sub-second sensitivities for live trading
Zero Vendor Fees
Eliminate licensing costs entirely

Perfect For:

Organizations wanting to retire expensive vendor solutionsTeams seeking rapid deployment using proven algorithmsFirms needing regulatory compliance with accepted modelsAnyone valuing community validation and peer reviewTeams with QuantLib/ORE expertise looking for performance

Key Benefits

6-100x Faster

QuantLib/ORE at production speed

Automatic AAD

Greeks for all models, no manual work

No Licensing Fees

Eliminate vendor cost burden

Community Validated

Proven, peer-reviewed models

Ready to Accelerate Your Open-Source Stack?

See AADC accelerating QuantLib and ORE in action.

Frequently Asked Questions

How much faster is ORE with AADC?
We've demonstrated 245x acceleration of ORE (Open Source Risk Engine) with AADC. Specific speedups depend on your workload, but 6-150x improvements are typical across QuantLib and ORE calculations.
Do I need to modify QuantLib source code?
No, AADC works through type replacement at compile time. Your QuantLib code remains unchanged. You simply build with AADC-enabled types instead of standard double types.
Can this really replace our vendor solution?
Many organizations use AADC + QuantLib/ORE as a direct vendor replacement. You get community-validated models with production-grade performance. The key difference is full ownership and control of your analytics stack.
How does AADC compare to manual AAD implementation?
Manual AAD implementation for QuantLib typically takes months to years and requires deep expertise. AADC provides automatic AAD for all models immediately, with better performance and no maintenance burden.